#!/usr/bin/env python3 """ Script to display when the bot will buy on specific pair(s) Mandatory Cli parameters: -p / --pairs: pair(s) to examine Option but recommended -s / --strategy: strategy to use Optional Cli parameters -d / --datadir: path to pair(s) backtest data --timerange: specify what timerange of data to use. -l / --live: Live, to download the latest ticker for the pair(s) -db / --db-url: Show trades stored in database Indicators recommended Row 1: sma, ema3, ema5, ema10, ema50 Row 3: macd, rsi, fisher_rsi, mfi, slowd, slowk, fastd, fastk Example of usage: > python3 scripts/plot_dataframe.py --pairs BTC/EUR,XRP/BTC -d user_data/data/ --indicators1 sma,ema3 --indicators2 fastk,fastd """ import logging import sys from argparse import Namespace from pathlib import Path from typing import Any, Dict, List import pandas as pd import plotly.graph_objs as go import pytz from plotly import tools from plotly.offline import plot from freqtrade import persistence from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data from freqtrade.exchange import Exchange from freqtrade.optimize import setup_configuration from freqtrade.persistence import Trade from freqtrade.resolvers import StrategyResolver from freqtrade.state import RunMode logger = logging.getLogger(__name__) _CONF: Dict[str, Any] = {} timeZone = pytz.UTC def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFrame: trades: pd.DataFrame = pd.DataFrame() if args.db_url: persistence.init(args.db_url, False) columns = ["pair", "profit", "open_time", "close_time", "open_rate", "close_rate", "duration"] for x in Trade.query.all(): print("date: {}".format(x.open_date)) trades = pd.DataFrame([(t.pair, t.calc_profit(), t.open_date.replace(tzinfo=timeZone), t.close_date.replace(tzinfo=timeZone) if t.close_date else None, t.open_rate, t.close_rate, t.close_date.timestamp() - t.open_date.timestamp() if t.close_date else None) for t in Trade.query.filter(Trade.pair.is_(pair)).all()], columns=columns) elif args.exportfilename: file = Path(args.exportfilename) if file.exists(): trades = load_backtest_data(file) else: trades = pd.DataFrame([], columns=BT_DATA_COLUMNS) return trades def generate_plot_file(fig, pair, ticker_interval, is_last) -> None: """ Generate a plot html file from pre populated fig plotly object :return: None """ logger.info('Generate plot file for %s', pair) pair_name = pair.replace("/", "_") file_name = 'freqtrade-plot-' + pair_name + '-' + ticker_interval + '.html' Path("user_data/plots").mkdir(parents=True, exist_ok=True) plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)), auto_open=False) if is_last: plot(fig, filename=str(Path('user_data').joinpath('freqtrade-plot.html')), auto_open=False) def get_trading_env(args: Namespace): """ Initalize freqtrade Exchange and Strategy, split pairs recieved in parameter :return: Strategy """ global _CONF # Load the configuration _CONF.update(setup_configuration(args, RunMode.BACKTEST)) print(_CONF) pairs = args.pairs.split(',') if pairs is None: logger.critical('Parameter --pairs mandatory;. E.g --pairs ETH/BTC,XRP/BTC') exit() # Load the strategy try: strategy = StrategyResolver(_CONF).strategy exchange = Exchange(_CONF) except AttributeError: logger.critical( 'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"', args.strategy ) exit() return [strategy, exchange, pairs] def get_tickers_data(strategy, exchange, pairs: List[str], args): """ Get tickers data for each pairs on live or local, option defined in args :return: dictinnary of tickers. output format: {'pair': tickersdata} """ ticker_interval = strategy.ticker_interval timerange = Arguments.parse_timerange(args.timerange) tickers = {} if args.live: logger.info('Downloading pairs.') exchange.refresh_latest_ohlcv([(pair, ticker_interval) for pair in pairs]) for pair in pairs: tickers[pair] = exchange.klines((pair, ticker_interval)) else: tickers = history.load_data( datadir=Path(str(_CONF.get("datadir"))), pairs=pairs, ticker_interval=ticker_interval, refresh_pairs=_CONF.get('refresh_pairs', False), timerange=timerange, exchange=Exchange(_CONF) ) # No ticker found, impossible to download, len mismatch for pair, data in tickers.copy().items(): logger.debug("checking tickers data of pair: %s", pair) logger.debug("data.empty: %s", data.empty) logger.debug("len(data): %s", len(data)) if data.empty: del tickers[pair] logger.info( 'An issue occured while retreiving datas of %s pair, please retry ' 'using -l option for live or --refresh-pairs-cached', pair) return tickers def generate_dataframe(strategy, tickers, pair) -> pd.DataFrame: """ Get tickers then Populate strategy indicators and signals, then return the full dataframe :return: the DataFrame of a pair """ dataframes = strategy.tickerdata_to_dataframe(tickers) dataframe = dataframes[pair] dataframe = strategy.advise_buy(dataframe, {'pair': pair}) dataframe = strategy.advise_sell(dataframe, {'pair': pair}) return dataframe def extract_trades_of_period(dataframe, trades) -> pd.DataFrame: """ Compare trades and backtested pair DataFrames to get trades performed on backtested period :return: the DataFrame of a trades of period """ trades = trades.loc[trades['open_time'] >= dataframe.iloc[0]['date']] return trades def generate_graph( pair: str, trades: pd.DataFrame, data: pd.DataFrame, indicators1: str, indicators2: str ) -> tools.make_subplots: """ Generate the graph from the data generated by Backtesting or from DB :param pair: Pair to Display on the graph :param trades: All trades created :param data: Dataframe :indicators1: String Main plot indicators :indicators2: String Sub plot indicators :return: None """ # Define the graph fig = tools.make_subplots( rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 4], vertical_spacing=0.0001, ) fig['layout'].update(title=pair) fig['layout']['yaxis1'].update(title='Price') fig['layout']['yaxis2'].update(title='Volume') fig['layout']['yaxis3'].update(title='Other') fig['layout']['xaxis']['rangeslider'].update(visible=False) # Common information candles = go.Candlestick( x=data.date, open=data.open, high=data.high, low=data.low, close=data.close, name='Price' ) df_buy = data[data['buy'] == 1] buys = go.Scattergl( x=df_buy.date, y=df_buy.close, mode='markers', name='buy', marker=dict( symbol='triangle-up-dot', size=9, line=dict(width=1), color='green', ) ) df_sell = data[data['sell'] == 1] sells = go.Scattergl( x=df_sell.date, y=df_sell.close, mode='markers', name='sell', marker=dict( symbol='triangle-down-dot', size=9, line=dict(width=1), color='red', ) ) trade_buys = go.Scattergl( x=trades["open_time"], y=trades["open_rate"], mode='markers', name='trade_buy', marker=dict( symbol='square-open', size=11, line=dict(width=2), color='green' ) ) trade_sells = go.Scattergl( x=trades["close_time"], y=trades["close_rate"], mode='markers', name='trade_sell', marker=dict( symbol='square-open', size=11, line=dict(width=2), color='red' ) ) # Row 1 fig.append_trace(candles, 1, 1) if 'bb_lowerband' in data and 'bb_upperband' in data: bb_lower = go.Scatter( x=data.date, y=data.bb_lowerband, name='BB lower', line={'color': 'rgba(255,255,255,0)'}, ) bb_upper = go.Scatter( x=data.date, y=data.bb_upperband, name='BB upper', fill="tonexty", fillcolor="rgba(0,176,246,0.2)", line={'color': 'rgba(255,255,255,0)'}, ) fig.append_trace(bb_lower, 1, 1) fig.append_trace(bb_upper, 1, 1) fig = generate_row(fig=fig, row=1, raw_indicators=indicators1, data=data) fig.append_trace(buys, 1, 1) fig.append_trace(sells, 1, 1) fig.append_trace(trade_buys, 1, 1) fig.append_trace(trade_sells, 1, 1) # Row 2 volume = go.Bar( x=data['date'], y=data['volume'], name='Volume' ) fig.append_trace(volume, 2, 1) # Row 3 fig = generate_row(fig=fig, row=3, raw_indicators=indicators2, data=data) return fig def generate_row(fig, row, raw_indicators, data) -> tools.make_subplots: """ Generator all the indicator selected by the user for a specific row """ for indicator in raw_indicators.split(','): if indicator in data: scattergl = go.Scattergl( x=data['date'], y=data[indicator], name=indicator ) fig.append_trace(scattergl, row, 1) else: logger.info( 'Indicator "%s" ignored. Reason: This indicator is not found ' 'in your strategy.', indicator ) return fig def plot_parse_args(args: List[str]) -> Namespace: """ Parse args passed to the script :param args: Cli arguments :return: args: Array with all arguments """ arguments = Arguments(args, 'Graph dataframe') arguments.scripts_options() arguments.parser.add_argument( '--indicators1', help='Set indicators from your strategy you want in the first row of the graph. Separate ' 'them with a coma. E.g: ema3,ema5 (default: %(default)s)', type=str, default='sma,ema3,ema5', dest='indicators1', ) arguments.parser.add_argument( '--indicators2', help='Set indicators from your strategy you want in the third row of the graph. Separate ' 'them with a coma. E.g: fastd,fastk (default: %(default)s)', type=str, default='macd,macdsignal', dest='indicators2', ) arguments.parser.add_argument( '--plot-limit', help='Specify tick limit for plotting - too high values cause huge files - ' 'Default: %(default)s', dest='plot_limit', default=750, type=int, ) arguments.common_args_parser() arguments.optimizer_shared_options(arguments.parser) arguments.backtesting_options(arguments.parser) return arguments.parse_args() def analyse_and_plot_pairs(args: Namespace): """ From arguments provided in cli: -Initialise backtest env -Get tickers data -Generate Dafaframes populated with indicators and signals -Load trades excecuted on same periods -Generate Plotly plot objects -Generate plot files :return: None """ strategy, exchange, pairs = get_trading_env(args) # Set timerange to use timerange = Arguments.parse_timerange(args.timerange) ticker_interval = strategy.ticker_interval tickers = get_tickers_data(strategy, exchange, pairs, args) pair_counter = 0 for pair, data in tickers.items(): pair_counter += 1 logger.info("analyse pair %s", pair) tickers = {} tickers[pair] = data dataframe = generate_dataframe(strategy, tickers, pair) trades = load_trades(args, pair, timerange) trades = extract_trades_of_period(dataframe, trades) fig = generate_graph( pair=pair, trades=trades, data=dataframe, indicators1=args.indicators1, indicators2=args.indicators2 ) is_last = (False, True)[pair_counter == len(tickers)] generate_plot_file(fig, pair, ticker_interval, is_last) logger.info('End of ploting process %s plots generated', pair_counter) def main(sysargv: List[str]) -> None: """ This function will initiate the bot and start the trading loop. :return: None """ logger.info('Starting Plot Dataframe') analyse_and_plot_pairs( plot_parse_args(sysargv) ) exit() if __name__ == '__main__': main(sys.argv[1:])